Asymmetric volatility in the cryptocurrency market: market dynamics and behavioral patterns
Schintu, Mattia (A.A. 2023/2024) Asymmetric volatility in the cryptocurrency market: market dynamics and behavioral patterns. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 73. [Master's Degree Thesis]
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Abstract/Index
Background information and academic review. Currency, cryptocurrency and “meme coins”. Theory of market behavior. Asymmetric volatility. Analysis setup. Data collection and processing. Model selection and calibration. Presentation and analysis of the results. Findings: traditional crypto vs. meme coins. Diagnostics. Hypothesis on results. Implications for portfolio management. Shortcomings of the analysis.
References
Bibliografia: pp. 46-49.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Simeone, Antonio |
| Academic Year: | 2023/2024 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 08 Jul 2025 12:43 |
| Last Modified: | 08 Jul 2025 12:43 |
| URI: | https://tesi.luiss.it/id/eprint/42804 |
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